Items by programme: Economic Modelling

Title Date
Unpredictability in economic analysis, econometric modeling and forecasting
Jointly optimal regulation of bank capital and maturity structure
The limits to compensation in the financial sector
Anticipating early data revisions to US GDP and the effects of releases on equity markets
Introduction to Special Section on Exchange Rate Pass-through in Developing and Emerging Markets
Empirical Model Discovery and Theory Evaluation (2014 Book)
Semi-automatic Non-linear Model Selection
Why DSGEs crash during crises
David Hendry - Celebrating a career of impact
Identification and Forecasting in Mortality Models
Learning in a black box
Achieving pareto optimality through distributed learning
Forecast Uncertainty—Ex Ante and Ex Post: U.S. Inflation and Output Growth
Rapid Innovation Diffusion in Social Networks
Detecting Big Structural Breaks in Large Factor Models
Measuring Top Incomes and lnequality in the Middle East: Data Limitations and Illustration with the Case of Egypt
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting
Economic fundamentals and Eurozone sovereign spreads: will the good news continue?
Central Clearing of OTC Derivatives: Bilateral vs Multilateral Netting
On the Accuracy and Efficiency of IMF Forecasts: A Survey and Some Extensions
How Likely is Contagion in Financial Networks?
Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data
Exchange Rate Pass-through to Import Prices and Monetary Policy in South Africa
The real-wage productivity nexus
Model Selection in Under-Specified Equations with Breaks
US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010
Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation
Exchange rate pass-through in developing and emerging markets: a survey of conceptual, methodological and policy issues, and selected empirical findings
Global income distribution: from the fall of the Berlin Wall to the Great Recession
Stochastic evolutionary game dynamics
Climate science: Breaks in trends
Generalized indirect inference for discrete choice models
Wealth, Credit Conditions and Consumption: evidence from South Africa
New methods for forecasting inflation, applied to the USA
Mis-specification testing: Non-Invariance of expectations models of inflation